Anic Equity¶

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Total return since start: 0.568 %¶

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Equity now: -----------------------------> 47911.36 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46516.4 Kr¶

PnL: ---------------------------------------> -372.17 Kr¶

DD now: ---------------------------------> -1.478 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 09:37:02.362169'

Anic Portfolio¶

Today¶

Return: -0.151 %¶

This Week¶

Return: -0.003 %¶

Total¶

Return: 56.849 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 0.970000 3239.600000 268.600000 9.040000 2971.000006
HEBA B 70 -1.480000 2796.500000 160.500000 6.090000 2636.000010
Corem Property Group B 59 -0.280000 631.300000 54.300000 9.410000 576.999999
AcadeMedia 12 0.100000 603.000000 46.000000 8.260000 557.000004
MedCap 2 -0.860000 461.000000 40.000000 9.500000 421.000000
SAAB B 8 0.350000 3415.200000 38.200000 1.130000 3377.000000
HMS Networks 2 -0.950000 710.400000 37.400000 5.560000 673.000000
Samhällsbyggnadsbo. i Norden B 20 -1.540000 390.900000 35.900000 10.110000 355.000000
Boozt 12 0.070000 1689.600000 35.600000 2.150000 1653.999996
Resurs Holding 22 -0.150000 602.800000 28.800000 5.020000 573.999998
Norva24 Group 16 -0.280000 563.200000 20.200000 3.720000 543.000000
OEM International B 7 0.510000 547.400000 19.400000 3.670000 527.999997
Intrum 4 -0.070000 546.000000 19.000000 3.610000 527.000000
Eastnine 4 -0.790000 504.800000 13.800000 2.810000 491.000000
Swedbank A 3 1.450000 576.750000 12.750000 2.260000 564.000000
Securitas B 6 0.270000 581.520000 11.520000 2.020000 570.000000
Coor Service Management Hold. 8 -0.950000 541.600000 9.600000 1.800000 532.000000
Nordea Bank Abp 29 0.520000 3462.020000 8.020000 0.230000 3453.999992
FM Mattsson Mora Group B 50 -0.840000 2935.000000 8.000000 0.270000 2927.000000
CTEK 13 0.990000 541.970000 7.970000 1.490000 533.999999
Karnov Group 9 0.170000 542.700000 6.700000 1.250000 536.000004
Handelsbanken A 5 0.460000 548.500000 2.500000 0.460000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -0.190000 248.400000 2.400000 0.980000 246.000000
Fastighetsbolag. Emilshus Pref 21 -2.190000 563.850000 1.850000 0.330000 562.000005
Creaspac SPAC 6 -0.420000 574.200000 -2.800000 -0.490000 577.000002
Midsona B 63 0.000000 569.520000 -13.480000 -2.310000 582.999984
Essity B 2 -0.850000 558.400000 -15.600000 -2.720000 574.000000
Essity A 4 -0.880000 1122.000000 -27.000000 -2.350000 1149.000000
International Petroleum Corp. 5 -1.650000 565.500000 -29.070000 -4.890000 594.565215
Sampo Oyj SDB 7 -0.820000 3811.500000 -38.500000 -1.000000 3850.000000
Vivesto 1368 1.880000 561.970000 -51.030000 -8.320000 612.999432
Axfood 13 0.070000 3663.400000 -92.600000 -2.470000 3756.000001
OX2 18 -1.380000 1420.200000 -243.800000 -14.650000 1663.999992
Fasadgruppen Group 35 -0.400000 3482.500000 -328.500000 -8.620000 3810.999990
Ovzon 52 1.070000 2943.200000 -418.800000 -12.460000 3361.999992
TOTAL 46516.400000 -372.170000 -1.47755% 46888.564618

Updated:¶

'2023-01-24 09:37:15.083885'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶